+114.4%
MTUM vs WPM
+267.3%
-152.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -2.4% | +14.4% | -16.9% | -5.2% |
| 3M | -3.6% | +37.0% | -40.6% | -10.0% |
| 6M | +23.7% | +4.1% | +19.5% | +20.7% |
| YTD | +22.9% | +31.7% | -8.8% | +15.1% |
| 1Y | +21.8% | +44.2% | -22.4% | +12.0% |
| 3Y | +114.4% | +265.5% | -151.0% | +68.0% |
| All | +114.4% | +267.3% | -152.8% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling